Rapport Backtest

Stratégie · SmaPullbackManaged   |   Ticker · AAPL   |   2020-01-02 → 2025-10-31
Capital Final 10,089.38 €
P&L +89.38 € (+0.89%)
Total Trades 7
Max Drawdown 14.75%
Sharpe
0.03
Sortino
0.01
Calmar
0.01

Equity Curve

Underwater Curve

Performance

CAGR0.15%
Ulcer Index0.11
Expectancy-25.49

Trades Overview

Total7 Win Rate28.57%
Profit Factor0.88 Payoff Ratio2.19

Métriques Rolling

Heatmap Rendements Mensuels

Tableau des Trades

Open Close Side Size Entry Exit Net PnL Ret % Dur (j)
2020-11-05 05:00:00 2020-12-29 05:00:00 Long 15 114.79 134.20 854.02 16.91% 54
2021-08-20 04:00:00 2021-09-29 04:00:00 Long 15 144.41 139.12 -195.77 -3.66% 40
2022-01-31 05:00:00 2022-02-24 05:00:00 Long 15 166.91 149.39 -543.11 -10.50% 24
2022-03-21 04:00:00 2022-05-10 04:00:00 Long 15 160.59 152.50 -250.76 -5.04% 50
2024-01-19 05:00:00 2024-02-01 05:00:00 Long 15 187.83 181.98 -152.11 -3.11% 13
2024-09-20 04:00:00 2024-12-17 05:00:00 Long 15 229.02 248.59 411.04 8.55% 88
2025-01-29 05:00:00 2025-03-12 04:00:00 Long 15 233.41 219.04 -301.74 -6.16% 41